+44.4%
SITM vs HALO
+92.7%
-48.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.7% | -9.6% |
| 7D | -19.5% | +0.2% | -19.8% | -19.6% |
| 30D | -43.2% | +20.3% | -63.5% | -45.0% |
| 3M | -30.8% | +56.6% | -87.4% | -37.0% |
| 6M | -28.6% | +101.9% | -130.4% | -39.4% |
| YTD | +14.2% | +93.7% | -79.5% | -0.5% |
| 1Y | +44.4% | +91.5% | -47.2% | +26.7% |
| All | +44.4% | +92.7% | -48.3% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling